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Minimum Variance Unbiased Estimation for the Maximum Entropy of the Transformed Inverse Gaussian Random Variable by Y=X-1/2
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 Title & Authors
Minimum Variance Unbiased Estimation for the Maximum Entropy of the Transformed Inverse Gaussian Random Variable by Y=X-1/2
Choi, Byung-Jin;
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The concept of entropy, introduced in communication theory by Shannon (1948) as a measure of uncertainty, is of prime interest in information-theoretic statistics. This paper considers the minimum variance unbiased estimation for the maximum entropy of the transformed inverse Gaussian random variable by . The properties of the derived UMVU estimator is investigated.
Entropy;inverse Gaussian distribution;minimum variance unbiased estimator;asymptotic distribution;
 Cited by
역가우스분포에 대한 변형된 엔트로피 기반 적합도 검정,최병진;

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